In a large resealable plastic bag, combine shrimp, coconut milk, orange juice, and hot sauce. Seal bag, tossing gently to combine. Refrigerate for 1 hour.
Preheat grill to high heat (400° to 450°). Place a 12-inch cast-iron skillet on grill to heat for 15 minutes. Spray skillet with nonflammable cooking spray.
Add pineapple to skillet; cook, turning once, until lightly browned, about 2 minutes. Remove from skillet. Add ham and green onion; cook, stirring frequently, until lightly charred, about 2 minutes. Remove from skillet.
Drain shrimp, discarding marinade. Add shrimp to skillet; cook until pink and lightly browned, about 4 minutes. Return pineapple, ham, and green onion to skillet. Remove from heat; sprinkle with coconut, and serve immediately.
Recipe by Southern Cast Iron at https://www.southerncastiron.com/hawaiian-coconut-shrimp/